Trading Metrics calculated at close of trading on 15-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
11,893 |
12,012 |
119 |
1.0% |
12,059 |
High |
12,050 |
12,013 |
-37 |
-0.3% |
12,108 |
Low |
11,878 |
11,791 |
-87 |
-0.7% |
11,854 |
Close |
12,018 |
11,831 |
-187 |
-1.6% |
11,873 |
Range |
172 |
222 |
50 |
29.1% |
254 |
ATR |
142 |
148 |
6 |
4.3% |
0 |
Volume |
127,213 |
188,290 |
61,077 |
48.0% |
142,378 |
|
Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,544 |
12,410 |
11,953 |
|
R3 |
12,322 |
12,188 |
11,892 |
|
R2 |
12,100 |
12,100 |
11,872 |
|
R1 |
11,966 |
11,966 |
11,851 |
11,922 |
PP |
11,878 |
11,878 |
11,878 |
11,857 |
S1 |
11,744 |
11,744 |
11,811 |
11,700 |
S2 |
11,656 |
11,656 |
11,790 |
|
S3 |
11,434 |
11,522 |
11,770 |
|
S4 |
11,212 |
11,300 |
11,709 |
|
|
Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,707 |
12,544 |
12,013 |
|
R3 |
12,453 |
12,290 |
11,943 |
|
R2 |
12,199 |
12,199 |
11,920 |
|
R1 |
12,036 |
12,036 |
11,896 |
11,991 |
PP |
11,945 |
11,945 |
11,945 |
11,922 |
S1 |
11,782 |
11,782 |
11,850 |
11,737 |
S2 |
11,691 |
11,691 |
11,827 |
|
S3 |
11,437 |
11,528 |
11,803 |
|
S4 |
11,183 |
11,274 |
11,733 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,108 |
11,791 |
317 |
2.7% |
171 |
1.4% |
13% |
False |
True |
113,910 |
10 |
12,239 |
11,791 |
448 |
3.8% |
140 |
1.2% |
9% |
False |
True |
57,868 |
20 |
12,543 |
11,791 |
752 |
6.4% |
142 |
1.2% |
5% |
False |
True |
29,058 |
40 |
12,803 |
11,791 |
1,012 |
8.6% |
144 |
1.2% |
4% |
False |
True |
14,577 |
60 |
12,803 |
11,791 |
1,012 |
8.6% |
132 |
1.1% |
4% |
False |
True |
9,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,957 |
2.618 |
12,594 |
1.618 |
12,372 |
1.000 |
12,235 |
0.618 |
12,150 |
HIGH |
12,013 |
0.618 |
11,928 |
0.500 |
11,902 |
0.382 |
11,876 |
LOW |
11,791 |
0.618 |
11,654 |
1.000 |
11,569 |
1.618 |
11,432 |
2.618 |
11,210 |
4.250 |
10,848 |
|
|
Fisher Pivots for day following 15-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
11,902 |
11,921 |
PP |
11,878 |
11,891 |
S1 |
11,855 |
11,861 |
|